CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 01-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8068 |
0.8065 |
-0.0003 |
0.0% |
0.8035 |
| High |
0.8091 |
0.8086 |
-0.0005 |
-0.1% |
0.8159 |
| Low |
0.8049 |
0.8035 |
-0.0014 |
-0.2% |
0.8009 |
| Close |
0.8062 |
0.8035 |
-0.0027 |
-0.3% |
0.8125 |
| Range |
0.0042 |
0.0052 |
0.0010 |
22.6% |
0.0150 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.3% |
0.0000 |
| Volume |
91 |
56 |
-35 |
-38.5% |
228 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8206 |
0.8172 |
0.8063 |
|
| R3 |
0.8155 |
0.8121 |
0.8049 |
|
| R2 |
0.8103 |
0.8103 |
0.8044 |
|
| R1 |
0.8069 |
0.8069 |
0.8040 |
0.8061 |
| PP |
0.8052 |
0.8052 |
0.8052 |
0.8048 |
| S1 |
0.8018 |
0.8018 |
0.8030 |
0.8009 |
| S2 |
0.8000 |
0.8000 |
0.8026 |
|
| S3 |
0.7949 |
0.7966 |
0.8021 |
|
| S4 |
0.7897 |
0.7915 |
0.8007 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8548 |
0.8486 |
0.8208 |
|
| R3 |
0.8398 |
0.8336 |
0.8166 |
|
| R2 |
0.8248 |
0.8248 |
0.8153 |
|
| R1 |
0.8186 |
0.8186 |
0.8139 |
0.8217 |
| PP |
0.8098 |
0.8098 |
0.8098 |
0.8113 |
| S1 |
0.8036 |
0.8036 |
0.8111 |
0.8067 |
| S2 |
0.7948 |
0.7948 |
0.8098 |
|
| S3 |
0.7798 |
0.7886 |
0.8084 |
|
| S4 |
0.7648 |
0.7736 |
0.8043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8147 |
0.8035 |
0.0112 |
1.4% |
0.0042 |
0.5% |
0% |
False |
True |
52 |
| 10 |
0.8159 |
0.8009 |
0.0150 |
1.9% |
0.0053 |
0.7% |
17% |
False |
False |
60 |
| 20 |
0.8291 |
0.8009 |
0.0282 |
3.5% |
0.0050 |
0.6% |
9% |
False |
False |
202 |
| 40 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0049 |
0.6% |
8% |
False |
False |
150 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0047 |
0.6% |
31% |
False |
False |
117 |
| 80 |
0.8324 |
0.7886 |
0.0438 |
5.4% |
0.0047 |
0.6% |
34% |
False |
False |
101 |
| 100 |
0.8324 |
0.7840 |
0.0484 |
6.0% |
0.0046 |
0.6% |
40% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8305 |
|
2.618 |
0.8221 |
|
1.618 |
0.8169 |
|
1.000 |
0.8138 |
|
0.618 |
0.8118 |
|
HIGH |
0.8086 |
|
0.618 |
0.8066 |
|
0.500 |
0.8060 |
|
0.382 |
0.8054 |
|
LOW |
0.8035 |
|
0.618 |
0.8003 |
|
1.000 |
0.7983 |
|
1.618 |
0.7951 |
|
2.618 |
0.7900 |
|
4.250 |
0.7816 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8060 |
0.8071 |
| PP |
0.8052 |
0.8059 |
| S1 |
0.8043 |
0.8047 |
|